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The Persistence and Effectiveness of Large-Scale Mathematical Programming Strategies: Projection, Outer Linearization, and Inner Linearization

In: A Long View of Research and Practice in Operations Research and Management Science

Author

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  • John R. Birge

    (University of Chicago)

Abstract

Geoffrion [19] gave a framework for efficient solution of large-scale mathematical programming problems based on three principal approaches that he described as problem manipulations: projection, outer linearization, and inner linearization. These fundamental methods persist in optimization methodology and underlie many of the innovations and advances since Geoffrion’s articulation of their fundamental nature. This chapter reviews the basic principles in these approaches to optimization, their expression in a variety of methods, and the range of their applicability.

Suggested Citation

  • John R. Birge, 2010. "The Persistence and Effectiveness of Large-Scale Mathematical Programming Strategies: Projection, Outer Linearization, and Inner Linearization," International Series in Operations Research & Management Science, in: ManMohan S. Sodhi & Christopher S. Tang (ed.), A Long View of Research and Practice in Operations Research and Management Science, chapter 0, pages 23-33, Springer.
    • Handle: RePEc:spr:isochp:978-1-4419-6810-4_3
    DOI: 10.1007/978-1-4419-6810-4_3
    as

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